+6.2%
HD vs HPQ
+39.0%
-32.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -6.0% | -2.2% |
| 7D | -1.8% | +2.2% | -4.0% | -2.4% |
| 30D | -10.8% | +9.7% | -20.6% | -13.1% |
| 3M | -2.7% | +32.7% | -35.4% | -9.8% |
| 6M | -10.3% | +77.7% | -88.0% | -24.6% |
| YTD | -7.8% | +51.0% | -58.8% | -18.8% |
| 1Y | -23.1% | +18.4% | -41.5% | -27.6% |
| 3Y | +2.0% | +25.6% | -23.6% | -9.3% |
| 5Y | +6.2% | +38.6% | -32.4% | -6.8% |
| All | +6.2% | +39.0% | -32.8% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HPQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling